see.M {asbio}

Visualization of the M-estimation function

Description

The function provides interactive visualization of robust M estimation of location.

Usage

see.M()

Details

The value c = 1.28 gives 95 percent efficiency of the mean given normality. The sample median and mean can be considered special cases of M-estimators. The value c = 0 provides the sample median, while the value, c = \infty gives the sample mean.

Author(s)

Ken Aho

References

Wilcox, R. R. (2005) Introduction to Robust Estimation and Hypothesis Testing, Second Edition. Elsevier, Burlington, MA.

See Also

huber.mu, huber.NR